Problem with "Bump map"
Actually the bump node is working, but the effect is not noticeable due to 2 reasons:

1) your texture gives only 3 values: one value for black, one for blue and one for darker blue, with no transition between one value and another, while the bump illusion is created through some gradients (it's the same reason why a beveled object has more appealing edges than its sharp version).

2) you don't have any reflection shader, which adds some details to the illusion of depth.